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Chen YAN
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Linear program-based policies for restless bandits: Necessary and sufficient conditions for (exponentially fast) asymptotic optimality
N Gast, B Gaujal, C Yan
Mathematics of Operations Research 49 (4), 2468-2491, 2024
232024
Exponential asymptotic optimality of Whittle index policy
N Gast, B Gaujal, C Yan
Queueing Systems 104 (1), 107-150, 2023
122023
Exponential convergence rate for the asymptotic optimality of whittle index policy
N Gast, B Gaujal, C Yan
arXiv preprint arXiv:2012.09064, 2020
112020
The LP-update policy for weakly coupled Markov decision processes
N Gast, B Gaujal, C Yan
arXiv preprint arXiv:2211.01961, 2022
82022
Reoptimization Nearly Solves Weakly Coupled Markov Decision Processes
N Gast, B Gaujal, C Yan
42024
An optimal-control approach to infinite-horizon restless bandits: Achieving asymptotic optimality with minimal assumptions
C Yan
arXiv preprint arXiv:2403.11913, 2024
42024
Certainty Equivalence Control-Based Heuristics in Multi-Stage Convex Stochastic Optimization Problems
C Yan, A Reiffers-Masson
arXiv preprint arXiv:2308.13166, 2023
12023
Achieving O (1/N) Optimality Gap in Restless Bandits through Diffusion Approximation
C Yan, W Wang, L Ying
arXiv preprint arXiv:2410.15003, 2024
2024
Analysis of variability in extremes with application in clustering of extreme events
AUC Chen Yan, Stéphane Girard, Thomas Opitz
EVA 2023-13th International Conference on Extreme Value Analysis …, 2023
2023
Analysis of variability in extremes
S Girard, T Opitz, A Usseglio-Carleve, C Yan
Journée" Evénements extrêmes et risques", 2023
2023
(Close to) Optimal Policies for Finite Horizon Restless Bandits
N Gast, B Gaujal, C Yan
2021
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